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Multiresolution stochastic models for the efficient solution of large-scale space-time estimation problems

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3 Author(s)
Ho, T.T. ; Lab. for Inf. & Decision Syst., MIT, Cambridge, MA, USA ; Fieguth, P.W. ; Willsky, A.S.

The successful application of a previously developed tree-based multiscale estimation framework to large-scale static estimation problems has proven the statistical flexibility and the computational efficiency of the framework. However, the estimation of processes evolving in time remains a considerable challenge. We address this challenge by investigating multiscale models for the steady-state estimation of dynamic systems. In particular, we build such models for 1-D and 2-D heat diffusion processes, making use of a canonical correlations realization technique. The problem of the assimilation of satellite altimetric measurements of the dynamic ocean surface over time is also addressed

Published in:

Acoustics, Speech, and Signal Processing, 1996. ICASSP-96. Conference Proceedings., 1996 IEEE International Conference on  (Volume:6 )

Date of Conference:

7-10 May 1996